Eris contracts have experienced strong growth as CME Group products, and in its July Rates Recap, CME highlights the following:
- Average daily volume (ADV) of 15.1k contracts ($1.51bn), +760% from the 2018 pre-CME average
- More than $15mm in DV01 traded in June
- Front month open interest (OI) now stands at 84k contracts ($8.4bn), +500% YOY
- 97 participants were active in Swap Futures (Eris & MAC) in June
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